Sfoglia per Rivista QUANTITATIVE FINANCE
Mostrati risultati da 1 a 5 di 5
A multifactor volatility Heston model
2008 J., Da Fonseca; M., Grasselli; Tebaldi, Claudio
How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns
2018 Guidolin, Massimo; Orlov, Alexei G.; Pedio, Manuela
Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data
2014 Guidolin, Massimo; Hyde, Stuart
Portfolio performance of linear SDF models: an out-of-sample assessment
2018 Guidolin, Massimo; Hansen, Erwin; Lozano-Banda, Martín
Real options with a double continuation region
2012 Battauz, Anna; DE DONNO, Marzia; A., Sbuelz
| Titolo | Data di pubblicazione | Autore(i) | Rivista | Editore |
|---|---|---|---|---|
| A multifactor volatility Heston model | 1-gen-2008 | J., Da Fonseca; M., Grasselli; Tebaldi, Claudio | QUANTITATIVE FINANCE | - |
| How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns | 1-gen-2018 | Guidolin, Massimo; Orlov, Alexei G.; Pedio, Manuela | QUANTITATIVE FINANCE | - |
| Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data | 1-gen-2014 | Guidolin, Massimo; Hyde, Stuart | QUANTITATIVE FINANCE | - |
| Portfolio performance of linear SDF models: an out-of-sample assessment | 1-gen-2018 | Guidolin, Massimo; Hansen, Erwin; Lozano-Banda, Martín | QUANTITATIVE FINANCE | - |
| Real options with a double continuation region | 1-gen-2012 | Battauz, Anna; DE DONNO, Marzia; A., Sbuelz | QUANTITATIVE FINANCE | - |
Mostrati risultati da 1 a 5 di 5
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